Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391844.1723 | 283895.5111 | 107948.6613 | 247385.3078 | 200692.4264 | 46692.8815 |
Total P&L (%) | 391.8442 | 283.8955 | 107.9487 | 247.3853 | 200.6924 | 46.6929 |
Avg Daily Profit (%) | 0.3852 | 0.2791 | 0.1061 | 0.1225 | 0.1083 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114759 | -103967 | -105512 | -185836 | -110026 | -129316 |
Profit Factor | 1.406 | 1.5761 | 1.2285 | 1.2139 | 1.3369 | 1.0833 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Profitability (%) | 50.4545 | 44.5455 | 56.3636 | 50.4545 | 44.5455 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.3807 | 1.9621 | 0.9511 | 1.1921 | 1.6643 | 0.8387 |
Largest Winning Trade | 157599 | 157599 | 32778 | 133304 | 133304 | 60517 |
Largest Losing Trade | -45176 | -21922 | -45176 | -80868 | -41086 | -80868 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 66 | 76 | 59 | 66 | 76 | 59 |
Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
Bars Traded | 11973 | 6533 | 5440 | 11973 | 6533 | 5440 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401248 | 316667 | -52782 | -28731 | -49401 | -274218 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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